A financial modeling approach to industry exchange-traded funds selection

C-Tier

Journal: Journal of Empirical Finance

Year: 2023

Volume: 74

Issue: C

Authors (4)

Conlon, Thomas (University College Dublin) Cotter, John (University College Dublin) Kovalenko, Illia (not in RePEc) Post, Thierry (not in RePEc)

Score contribution per author:

0.252 = (α=2.02 / 4 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count